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person:"Daníelsson, Jón"
subject:"Volatility"
~isPartOf:"Discussion paper / Department of Economics, University of California San Diego"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~person:"Croux, Christophe"
~person:"Hsu, Yu-Chin"
~person:"Li, Yingying"
~person:"Nolte, Ingmar"
~person:"Phillips, Peter C. B."
~subject:"Market microstructure noise"
~subject:"Ranking method"
~subject:"Schätzung"
~subject:"Statistical test"
~subject:"United States"
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Volatility
Market microstructure noise
Ranking method
Schätzung
Statistical test
United States
Estimation theory
5
Schätztheorie
5
Regression analysis
2
Regressionsanalyse
2
Volatilität
2
1975-1993
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Daníelsson, Jón
Croux, Christophe
Hsu, Yu-Chin
Li, Yingying
Nolte, Ingmar
Phillips, Peter C. B.
Granger, C. W. J.
5
Chen, Yi-ting
3
Engle, Robert F.
3
Hyung, Namwon
3
Audrino, Francesco
2
Kim, Chang-Jin
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2
Nelson, Charles R.
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Satchell, Stephen
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White, Halbert
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Abergel, Frédéric
1
Agosto, Arianna
1
Ahlgren, Niklas
1
Ahn, Seung Chan
1
Allen, David
1
Amado, Cristina
1
Andreou, Alena
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Antell, Jan
1
Aparicio Acosta, Felipe M.
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Asai, Manabu
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Astill, Sam
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Baillie, Richard
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Bos, Charles S.
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1
Cho, Dooyeon
1
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1
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1
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1
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Discussion paper / Department of Economics, University of California San Diego
Journal of empirical finance
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Cowles Foundation discussion paper
20
Journal of econometrics
16
Cowles Foundation Discussion Paper
9
IEAS working paper
8
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8
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6
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3
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2
Annales d'économie et de statistique
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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TRACE discussion papers / Tinbergen Institute
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
1
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
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1
Rounding errors and volatility estimation
Li, Yingying
;
Mykland, Per A.
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
2
,
pp. 478-504
Persistent link: https://www.econbiz.de/10011339292
Saved in:
2
Consistent HAC estimation and robust regression testing using sharp origin kernels with no truncation
Phillips, Peter C. B.
;
Sun, Yixiao
;
Jin, Sainan
-
2003
Persistent link: https://www.econbiz.de/10001753309
Saved in:
3
Multivariate stochastic volatility models : estimation and a comparison with VGARCH models
Daníelsson, Jón
- In:
Journal of empirical finance
5
(
1998
)
2
,
pp. 155-173
Persistent link: https://www.econbiz.de/10001374884
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